pandas-market-calendars 5.0.0__py3-none-any.whl → 5.1.1__py3-none-any.whl

pandas_market_calendars/calendars/sifma.py

@@ -1,356 +1,390 @@
-from datetime import time
-
-from pandas.tseries.holiday import AbstractHolidayCalendar
-from zoneinfo import ZoneInfo
-from itertools import chain
-
-########################################################################################################################
-# SIFMA Financial Markets Calendar for US, UK, JP
-#
-# https://www.sifma.com/
-#
-# US: SIFMAUSExchangeCalendar() ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
-# UK: SIFMAUKExchangeCalendar() ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
-# JP: SIFMAJPExchangeCalendar() ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
-#
-# Trading Hours:
-# US: 7:00 to 17:30
-# UK: 8:00 to 17:00
-# JP: 8:30 to 18:30
-########################################################################################################################
-
-
-from pandas_market_calendars.holidays.sifma import (
-    # US Holidays
-    USNewYearsDay,  # Not observed if a Saturday
-    USNewYearsEve2pmEarlyClose,
-    MartinLutherKingJr,
-    USPresidentsDay,
-    GoodFridayThru2020,
-    DayBeforeGoodFriday2pmEarlyCloseThru2020,
-    GoodFridayAdHoc,
-    GoodFriday2pmEarlyCloseAdHoc,
-    DayBeforeGoodFriday2pmEarlyCloseAdHoc,
-    DayBeforeUSMemorialDay2pmEarlyClose,
-    USMemorialDay,
-    USJuneteenthAfter2022,
-    USIndependenceDay,
-    DayBeforeUSIndependenceDay2pmEarlyClose,
-    ThursdayBeforeUSIndependenceDay2pmEarlyClose,
-    USLaborDay,
-    USColumbusDay,
-    USVeteransDay2022,
-    USVeteransDay,
-    USThanksgivingDay,
-    DayAfterThanksgiving2pmEarlyClose,
-    Christmas,
-    ChristmasEve2pmEarlyClose,
-    ChristmasEveThursday2pmEarlyClose,
-    # UK Specific Holidays
-    UKNewYearsDay,  # Saturdays observed on Monday
-    UKGoodFriday,
-    UKEasterMonday,
-    UKMayDay,
-    UKSpringBankAdHoc,  # Usually follows US Memorial Day but not always
-    UKSummerBank,
-    UKChristmas,
-    UKChristmaEve,
-    UKWeekendChristmas,  # Observed Tuesday when Boxing Day is on Monday
-    UKBoxingDay,
-    UKWeekendBoxingDay,
-    UKPlatinumJubilee2022,
-)
-from pandas_market_calendars.market_calendar import MarketCalendar
-
-
-########################################################################################################################
-# SIFMA Financial Markets Calendar for US, UK, JP
-#
-# https://www.sifma.com/
-#
-# US: SIFMAUSExchangeCalendar() ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
-# UK: SIFMAUKExchangeCalendar() ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
-# JP: SIFMAJPExchangeCalendar() ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
-#
-# Trading Hours:
-# US: 7:00 to 17:30
-# UK: 8:00 to 17:00
-# JP: 8:30 to 18:30
-########################################################################################################################
-
-# AbstractHolidayCalendar.start_date = '1998-01-01'
-
-############################################################
-# US
-############################################################
-
-
-class SIFMAUSExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for SIFMA United States
-
-    https://www.sifma.org/resources/general/holiday-schedule/#US
-
-    """
-
-    aliases = [
-        "SIFMAUS",
-        "SIFMA_US",
-        "Capital_Markets_US",
-        "Financial_Markets_US",
-        "Bond_Markets_US",
-    ]
-
-    regular_market_times = {
-        "market_open": ((None, time(7)),),
-        "market_close": ((None, time(17, 30)),),
-    }
-
-    @property
-    def name(self):
-        return "SIFMA_US"
-
-    @property
-    def full_name(self):
-        return "Securities Industry and Financial Markets Association"
-
-    @property
-    def tz(self):
-        return ZoneInfo("America/New_York")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(
-            rules=[
-                USNewYearsDay,
-                MartinLutherKingJr,
-                USPresidentsDay,
-                GoodFridayThru2020,
-                USMemorialDay,
-                USJuneteenthAfter2022,
-                USIndependenceDay,
-                USLaborDay,
-                USColumbusDay,
-                USVeteransDay2022,
-                USVeteransDay,
-                USThanksgivingDay,
-                Christmas,
-            ]
-        )
-
-    @property
-    def adhoc_holidays(self):
-        return list(
-            chain(
-                GoodFridayAdHoc,
-            )
-        )
-
-    @property
-    def special_closes(self):
-        return [
-            (
-                time(14),
-                AbstractHolidayCalendar(
-                    rules=[
-                        DayBeforeGoodFriday2pmEarlyCloseThru2020,
-                        DayBeforeUSMemorialDay2pmEarlyClose,
-                        DayBeforeUSIndependenceDay2pmEarlyClose,
-                        ThursdayBeforeUSIndependenceDay2pmEarlyClose,
-                        DayAfterThanksgiving2pmEarlyClose,
-                        ChristmasEve2pmEarlyClose,
-                        ChristmasEveThursday2pmEarlyClose,
-                        USNewYearsEve2pmEarlyClose,
-                    ]
-                ),
-            )
-        ]
-
-    @property
-    def special_closes_adhoc(self):
-        return [
-            (
-                time(14, tzinfo=ZoneInfo("America/New_York")),
-                GoodFriday2pmEarlyCloseAdHoc
-                + DayBeforeGoodFriday2pmEarlyCloseAdHoc,  # list
-            ),
-        ]
-
-
-############################################################
-# UK
-############################################################
-
-
-class SIFMAUKExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for SIFMA United Kingdom
-
-    https://www.sifma.org/resources/general/holiday-schedule/#UK
-
-    """
-
-    aliases = [
-        "SIFMAUK",
-        "SIFMA_UK",
-        "Capital_Markets_UK",
-        "Financial_Markets_UK",
-        "Bond_Markets_UK",
-    ]
-
-    regular_market_times = {
-        "market_open": ((None, time(8)),),
-        "market_close": ((None, time(17)),),
-    }
-
-    @property
-    def name(self):
-        return "SIFMA_UK"
-
-    @property
-    def tz(self):
-        return ZoneInfo("Europe/London")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(
-            rules=[
-                UKNewYearsDay,
-                MartinLutherKingJr,
-                USPresidentsDay,
-                UKGoodFriday,
-                UKEasterMonday,
-                UKMayDay,
-                USMemorialDay,
-                USJuneteenthAfter2022,
-                USIndependenceDay,
-                UKSummerBank,
-                USLaborDay,
-                USColumbusDay,
-                USVeteransDay2022,
-                USVeteransDay,
-                USThanksgivingDay,
-                UKChristmas,
-                UKChristmaEve,
-                UKWeekendChristmas,
-                UKBoxingDay,
-                UKWeekendBoxingDay,
-            ]
-        )
-
-    @property
-    def adhoc_holidays(self):
-        return list(
-            chain(
-                UKSpringBankAdHoc,
-                UKPlatinumJubilee2022,
-            )
-        )
-
-
-############################################################
-# Japan
-############################################################
-from pandas_market_calendars.holidays.jp import (
-    JapanComingOfAgeDay,
-    JapanNationalFoundationDay,
-    JapanEmperorsBirthday,
-    JapanVernalEquinox,
-    JapanShowaDay,
-    JapanConstitutionMemorialDay,
-    JapanGreeneryDay,
-    JapanChildrensDay,
-    JapanMarineDay,
-    JapanMountainDay,
-    JapanRespectForTheAgedDay,
-    JapanAutumnalEquinox,
-    JapanHealthAndSportsDay2000To2019,
-    JapanSportsDay2020,
-    JapanSportsDay,
-    JapanCultureDay,
-    JapanLaborThanksgivingDay,
-)
-
-
-class SIFMAJPExchangeCalendar(MarketCalendar):
-    """
-    Exchange calendar for SIFMA Japan
-
-    https://www.sifma.org/resources/general/holiday-schedule/#JP
-
-    """
-
-    aliases = [
-        "SIFMAJP",
-        "SIFMA_JP",
-        "Capital_Markets_JP",
-        "Financial_Markets_JP",
-        "Bond_Markets_JP",
-    ]
-
-    regular_market_times = {
-        "market_open": ((None, time(8, 30)),),
-        "market_close": ((None, time(18, 30)),),
-    }
-
-    @property
-    def name(self):
-        return "SIFMA_JP"
-
-    @property
-    def tz(self):
-        return ZoneInfo("Asia/Tokyo")
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(
-            rules=[
-                UKNewYearsDay,
-                JapanComingOfAgeDay,
-                MartinLutherKingJr,
-                JapanNationalFoundationDay,
-                USPresidentsDay,
-                JapanEmperorsBirthday,
-                JapanVernalEquinox,
-                UKGoodFriday,
-                UKEasterMonday,
-                JapanShowaDay,
-                JapanConstitutionMemorialDay,
-                JapanGreeneryDay,
-                JapanChildrensDay,
-                USMemorialDay,
-                USJuneteenthAfter2022,
-                USIndependenceDay,
-                JapanMarineDay,
-                JapanMountainDay,
-                UKSummerBank,
-                USLaborDay,
-                JapanRespectForTheAgedDay,
-                JapanAutumnalEquinox,
-                JapanSportsDay,
-                JapanSportsDay2020,
-                JapanHealthAndSportsDay2000To2019,
-                JapanCultureDay,
-                USVeteransDay2022,
-                USVeteransDay,
-                JapanLaborThanksgivingDay,
-                USThanksgivingDay,
-                UKChristmas,
-                UKChristmaEve,
-                UKBoxingDay,
-                UKWeekendBoxingDay,
-            ]
-        )
-
-    @property
-    def adhoc_holidays(self):
-        return list(
-            chain(
-                UKSpringBankAdHoc,
-                UKPlatinumJubilee2022,
-            )
-        )
-
-    @property
-    def special_closes(self):
-        return [(time(15), AbstractHolidayCalendar(rules=[UKMayDay, UKWeekendChristmas]))]
+from datetime import time
+import functools
+
+import pandas as pd
+from pandas.tseries.holiday import AbstractHolidayCalendar
+import sys 
+# check python versiOn aNd import accordingly
+if sys.version_info >= (3, 9):
+    # For Python 3.9 and later, import directly
+    from zoneinfo import ZoneInfo
+else:
+    # For Python 3.8 and earlier, import from backports
+    from backports.zoneinfo import ZoneInfo
+from itertools import chain
+
+########################################################################################################################
+# SIFMA Financial Markets Calendar for US, UK, JP
+#
+# https://www.sifma.com/
+#
+# US: SIFMAUSExchangeCalendar() ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
+# UK: SIFMAUKExchangeCalendar() ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
+# JP: SIFMAJPExchangeCalendar() ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
+#
+# Trading Hours:
+# US: 7:00 to 17:30
+# UK: 8:00 to 17:00
+# JP: 8:30 to 18:30
+########################################################################################################################
+
+
+from pandas_market_calendars.holidays.sifma import (
+    # US Holidays
+    USNewYearsDay,  # Not observed if a Saturday
+    USNewYearsEve2pmEarlyClose,
+    MartinLutherKingJr,
+    USPresidentsDay,
+    # --- Good Friday Rules --- #
+    is_first_friday,
+    GoodFridayThru2020,
+    DayBeforeGoodFriday2pmEarlyCloseThru2020,
+    GoodFridayPotentialPost2020,  # Potential dates, filtered later
+    DayBeforeGoodFridayPotentialPost2020,  # Potential dates, filtered later
+    # --- End Good Friday Rules --- #
+    DayBeforeUSMemorialDay2pmEarlyClose,
+    USMemorialDay,
+    USJuneteenthAfter2022,
+    USIndependenceDay,
+    DayBeforeUSIndependenceDay2pmEarlyClose,
+    ThursdayBeforeUSIndependenceDay2pmEarlyClose,
+    USLaborDay,
+    USColumbusDay,
+    USVeteransDay,
+    USThanksgivingDay,
+    DayAfterThanksgiving2pmEarlyClose,
+    Christmas,
+    ChristmasEve2pmEarlyClose,
+    ChristmasEveThursday2pmEarlyClose,
+    # UK Specific Holidays
+    UKNewYearsDay,  # Saturdays observed on Monday
+    UKGoodFriday,
+    UKEasterMonday,
+    UKMayDay,
+    UKSpringBankAdHoc,  # Usually follows US Memorial Day but not always
+    UKSummerBank,
+    UKChristmas,
+    UKChristmaEve,
+    UKWeekendChristmas,  # Observed Tuesday when Boxing Day is on Monday
+    UKBoxingDay,
+    UKWeekendBoxingDay,
+    UKPlatinumJubilee2022,
+)
+from pandas_market_calendars.market_calendar import MarketCalendar
+
+
+########################################################################################################################
+# SIFMA Financial Markets Calendar for US, UK, JP
+#
+# https://www.sifma.com/
+#
+# US: SIFMAUSExchangeCalendar() ['SIFMAUS', 'SIFMA_US', "Capital_Markets_US", "Financial_Markets_US", "Bond_Markets_US"]
+# UK: SIFMAUKExchangeCalendar() ['SIFMAUK', 'SIFMA_UK', "Capital_Markets_UK", "Financial_Markets_UK", "Bond_Markets_UK"]
+# JP: SIFMAJPExchangeCalendar() ['SIFMAJP', 'SIFMA_JP', "Capital_Markets_JP", "Financial_Markets_JP", "Bond_Markets_JP"]
+#
+# Trading Hours:
+# US: 7:00 to 17:30
+# UK: 8:00 to 17:00
+# JP: 8:30 to 18:30
+########################################################################################################################
+
+# AbstractHolidayCalendar.start_date = '1998-01-01'
+
+############################################################
+# US
+############################################################
+
+
+class SIFMAUSExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for SIFMA United States
+
+    https://www.sifma.org/resources/general/holiday-schedule/#US
+
+    """
+
+    aliases = [
+        "SIFMAUS",
+        "SIFMA_US",
+        "Capital_Markets_US",
+        "Financial_Markets_US",
+        "Bond_Markets_US",
+    ]
+
+    regular_market_times = {
+        "market_open": ((None, time(7)),),
+        "market_close": ((None, time(17, 30)),),
+    }
+
+    @property
+    def name(self):
+        return "SIFMA_US"
+
+    @property
+    def full_name(self):
+        return "Securities Industry and Financial Markets Association"
+
+    @property
+    def tz(self):
+        return ZoneInfo("America/New_York")
+
+    # Helper method to calculate and cache dynamic dates
+    @functools.lru_cache()
+    def _get_dynamic_gf_rules(self):
+        # Calculate rules for a wide fixed range to avoid arbitrary cutoffs
+        # while preventing infinite generation. 1970-2100 is a reasonable range.
+        calc_start = pd.Timestamp("1970-01-01")
+        calc_end = pd.Timestamp("2100-12-31")
+
+        # Filter potential dates based on the start_date of the underlying Holiday rules
+        gf_rule_start = GoodFridayPotentialPost2020.start_date
+        thurs_rule_start = DayBeforeGoodFridayPotentialPost2020.start_date
+
+        # Ensure calculation range respects the rule start dates
+        effective_gf_start = max(calc_start, gf_rule_start) if gf_rule_start else calc_start
+        effective_thurs_start = max(calc_start, thurs_rule_start) if thurs_rule_start else calc_start
+
+        potential_gf_dates = GoodFridayPotentialPost2020.dates(effective_gf_start, calc_end)
+        gf_full_holidays = [d for d in potential_gf_dates if not is_first_friday(d)]
+        gf_12pm_early_closes = [d for d in potential_gf_dates if is_first_friday(d)]
+
+        potential_thurs_dates = DayBeforeGoodFridayPotentialPost2020.dates(effective_thurs_start, calc_end)
+        thurs_before_gf_2pm_early_closes = [
+            thurs for thurs in potential_thurs_dates if not is_first_friday(thurs + pd.Timedelta(days=1))
+        ]
+        return gf_full_holidays, gf_12pm_early_closes, thurs_before_gf_2pm_early_closes
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USNewYearsDay,
+                MartinLutherKingJr,
+                USPresidentsDay,
+                GoodFridayThru2020,
+                USMemorialDay,
+                USJuneteenthAfter2022,
+                USIndependenceDay,
+                USLaborDay,
+                USColumbusDay,
+                USVeteransDay,
+                USThanksgivingDay,
+                Christmas,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        gf_full_holidays, _, _ = self._get_dynamic_gf_rules()
+        return gf_full_holidays
+
+    @property
+    def special_closes(self):
+        return [
+            (
+                time(14),
+                AbstractHolidayCalendar(
+                    rules=[
+                        DayBeforeGoodFriday2pmEarlyCloseThru2020,
+                        DayBeforeUSMemorialDay2pmEarlyClose,
+                        DayBeforeUSIndependenceDay2pmEarlyClose,
+                        ThursdayBeforeUSIndependenceDay2pmEarlyClose,
+                        DayAfterThanksgiving2pmEarlyClose,
+                        ChristmasEve2pmEarlyClose,
+                        ChristmasEveThursday2pmEarlyClose,
+                        USNewYearsEve2pmEarlyClose,
+                    ]
+                ),
+            )
+        ]
+
+    @property
+    def special_closes_adhoc(self):
+        _, gf_12pm_early_closes, thurs_before_gf_2pm_early_closes = self._get_dynamic_gf_rules()
+        return [
+            (
+                time(12), # SIFMA rule specifies 12:00 PM ET
+                gf_12pm_early_closes,
+            ),
+            (
+                time(14), # SIFMA rule specifies 2:00 PM ET
+                thurs_before_gf_2pm_early_closes,
+            ),
+        ]
+
+
+############################################################
+# UK
+############################################################
+
+
+class SIFMAUKExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for SIFMA United Kingdom
+
+    https://www.sifma.org/resources/general/holiday-schedule/#UK
+
+    """
+
+    aliases = [
+        "SIFMAUK",
+        "SIFMA_UK",
+        "Capital_Markets_UK",
+        "Financial_Markets_UK",
+        "Bond_Markets_UK",
+    ]
+
+    regular_market_times = {
+        "market_open": ((None, time(8)),),
+        "market_close": ((None, time(17)),),
+    }
+
+    @property
+    def name(self):
+        return "SIFMA_UK"
+
+    @property
+    def tz(self):
+        return ZoneInfo("Europe/London")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                UKNewYearsDay,
+                MartinLutherKingJr,
+                USPresidentsDay,
+                UKGoodFriday,
+                UKEasterMonday,
+                UKMayDay,
+                USMemorialDay,
+                USJuneteenthAfter2022,
+                USIndependenceDay,
+                UKSummerBank,
+                USLaborDay,
+                USColumbusDay,
+                USVeteransDay,
+                USThanksgivingDay,
+                UKChristmas,
+                UKChristmaEve,
+                UKWeekendChristmas,
+                UKBoxingDay,
+                UKWeekendBoxingDay,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                UKSpringBankAdHoc,
+                UKPlatinumJubilee2022,
+            )
+        )
+
+
+############################################################
+# Japan
+############################################################
+from pandas_market_calendars.holidays.jp import (
+    JapanComingOfAgeDay,
+    JapanNationalFoundationDay,
+    JapanEmperorsBirthday,
+    JapanVernalEquinox,
+    JapanShowaDay,
+    JapanConstitutionMemorialDay,
+    JapanGreeneryDay,
+    JapanChildrensDay,
+    JapanMarineDay,
+    JapanMountainDay,
+    JapanRespectForTheAgedDay,
+    JapanAutumnalEquinox,
+    JapanHealthAndSportsDay2000To2019,
+    JapanSportsDay2020,
+    JapanSportsDay,
+    JapanCultureDay,
+    JapanLaborThanksgivingDay,
+)
+
+
+class SIFMAJPExchangeCalendar(MarketCalendar):
+    """
+    Exchange calendar for SIFMA Japan
+
+    https://www.sifma.org/resources/general/holiday-schedule/#JP
+
+    """
+
+    aliases = [
+        "SIFMAJP",
+        "SIFMA_JP",
+        "Capital_Markets_JP",
+        "Financial_Markets_JP",
+        "Bond_Markets_JP",
+    ]
+
+    regular_market_times = {
+        "market_open": ((None, time(8, 30)),),
+        "market_close": ((None, time(18, 30)),),
+    }
+
+    @property
+    def name(self):
+        return "SIFMA_JP"
+
+    @property
+    def tz(self):
+        return ZoneInfo("Asia/Tokyo")
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                UKNewYearsDay,
+                JapanComingOfAgeDay,
+                MartinLutherKingJr,
+                JapanNationalFoundationDay,
+                USPresidentsDay,
+                JapanEmperorsBirthday,
+                JapanVernalEquinox,
+                UKGoodFriday,
+                UKEasterMonday,
+                JapanShowaDay,
+                JapanConstitutionMemorialDay,
+                JapanGreeneryDay,
+                JapanChildrensDay,
+                USMemorialDay,
+                USJuneteenthAfter2022,
+                USIndependenceDay,
+                JapanMarineDay,
+                JapanMountainDay,
+                UKSummerBank,
+                USLaborDay,
+                JapanRespectForTheAgedDay,
+                JapanAutumnalEquinox,
+                JapanSportsDay,
+                JapanSportsDay2020,
+                JapanHealthAndSportsDay2000To2019,
+                JapanCultureDay,
+                USVeteransDay,
+                JapanLaborThanksgivingDay,
+                USThanksgivingDay,
+                UKChristmas,
+                UKChristmaEve,
+                UKBoxingDay,
+                UKWeekendBoxingDay,
+            ]
+        )
+
+    @property
+    def adhoc_holidays(self):
+        return list(
+            chain(
+                UKSpringBankAdHoc,
+                UKPlatinumJubilee2022,
+            )
+        )
+
+    @property
+    def special_closes(self):
+        return [(time(15), AbstractHolidayCalendar(rules=[UKMayDay, UKWeekendChristmas]))]